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arXiv:1610.03041 · IEEE Transactions on Automatic Control

Matrix Optimal Mass Transport: A Quantum Mechanical Approach

Yongxin Chen, Tryphon T. Georgiou, Allen Tannenbaum

Published Oct 30, 2017• 68 citations
arXivHTMLPDF

Abstract

In this paper, we describe a possible generalization of the Wasserstein-2 metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one and to the space of matrix-valued probability densities. Our approach follows a control-theoretic optimization formulation of the Wasserstein-2 metric, having its roots in fluid dynamics, and utilizes certain results from the quantum mechanics of open systems, in particular the Lindblad equation. It allows determining the gradient flow for the quantum entropy relative to this matricial Wasserstein metric.

DOI
10.1109/tac.2017.2767707

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In this paper, we describe a possible generalization of the Wasserstein-2 metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one and to the space of matrix-valued probability densities. Our approach follows a control-theoretic optimization formulation of the Wasserstein-2 metric, having its roots in fluid dynamics, and utilizes certain results from the quantum mechanics of open systems, in particular the Lindblad equation. It allows determining the gradient flow for the quantum entropy relative to this matricial Wasserstein metric.
In this work, we are in the position to view a measurement of a physical observable as an experiment in the sense of probability theory. To every physical observable, a sample space called the spectrum of the observable is therefore available. We have investigated the Wasserstein spaces over the spectrums of a quantum observables, i.e. the space of all probability measures defined on the suitable σ -algebra of subsets of the spectrum equipped with certain metric. It has been shown here the existence of one-to-one correspondence between the set of all quantum states and the set of all distribution functions defined on the spectrum of an observable. Thanks to the correspondence, every quantum state can be represented by a probability measure associated with the corresponding distribution function. It has been shown that the Wasserstein space over the spectrum of an observable is homeomorphic to the Wasserstein space over the spectrum of another observable. Such homeomorphism is referred to as generalized Fourier transform. By using the work of von Renesse, it has been shown that the Newtonian dynamics of the system can be formulated in the Wasserstein space over the spectrum of each observable which is equivalent to the Schroedinger dynamics, starting from the solution of Newton equation of motion in the Wasserstein space over the spectrum of a certain observable.
We develop an intrinsic geometric approach to the calculus of variations in the Wasserstein space. We show that the flows associated with the Schrödinger bridge with general prior, with optimal mass transport, and with the Madelung fluid can all be characterized as annihilating the first variation of a suitable action. We then discuss the implications of this unified framework for stochastic mechanics: It entails, in particular, a sort of fluid-dynamic reconciliation between Bohm’s and Nelson’s stochastic mechanics.
The second law does more than set the direction of thermodynamic evolution: it endows nonequilibrium transformations with an underlying geometry. In this work, we provide a unified geometric description of entropy production in classical and quantum thermodynamics based on Wasserstein-2 structures arising from gradient flows of free energy. We review how relaxation to equilibrium, in overdamped diffusions, discrete detailed-balanced Markov chains, and dissipative Lindblad dynamics, can be formulated as a gradient flow on the space of states. The associated Wasserstein-2 distance bounds entropy production, yielding a finite-time refinement of the second law. We extend this framework beyond purely dissipative dynamics by introducing generalized Wasserstein-2 metrics that incorporate conservative (Hamiltonian) dynamics in both classical inertial systems and open quantum systems, yielding intrinsic distances that exactly characterize minimal entropy production under fixed dissipative mobilities. We establish equivalence bounds between purely dissipative and Hamiltonian-dissipative geometries, explicitly quantifying how inertial or coherent dynamics can reduce dissipation. Finally, when restricted to equilibrium distributions, we recover the thermodynamic length of linear response-including the quantum thermodynamic length-thereby linking optimal transport, thermodynamic length, and counterdiabatic protocols within a single geometric framework. All in all, our results extend the Riemannian program of thermodynamics further from equilibrium and provide a geometric foundation for optimal protocols beyond the overdamped setting.
We show that the Schroedinger equation is a lift of Newton's law of motion on the space of probability measures, where derivatives are taken w.r.t. the Wasserstein Riemannian metric. Here the potential is the sum of the total classical potential energy of the extended system and its Fisher information. The precise relation is established via a well known ('Madelung') transform which is shown to be a symplectic submersion of the standard symplectic structure of complex valued functions into the canonical symplectic space over the Wasserstein space. All computations are conducted in the framework of Otto's formal Riemannian calculus for optimal transportation of probability measures
The Bures-Wasserstein distance is a Riemannian distance on the space of positive definite Hermitian matrices and is given by: d(Σ,T)=[tr(Σ)+tr(T)−2tr(Σ1/2TΣ1/2)1/2]1/2d(\Sigma,T) = \left[\text{tr}(\Sigma) + \text{tr}(T) - 2 \text{tr} \left(\Sigma^{1/2}T\Sigma^{1/2}\right)^{1/2}\right]^{1/2}d(Σ,T)=[tr(Σ)+tr(T)−2tr(Σ1/2TΣ1/2)1/2]1/2. This distance function appears in the fields of optimal transport, quantum information, and optimisation theory. In this paper, the geometrical properties of this distance are studied using Riemannian submersions and quotient manifolds. The Riemannian metric and geodesics are derived on both the whole space and the subspace of trace-one matrices. In the first part of the paper a general framework is provided, including different representations of the tangent bundle for the SLD Fisher metric. The last part of the paper unifies up till now independent arguments and results from quantum information theory and optimal transport. The Bures-Wasserstein geometry is related to the Fubini-Study metric and the Wigner-Yanase information.
Abstract We show that the Schrödinger equation is a lift of Newton's third law of motion on the space of probability measures, where derivatives are taken with respect to the Wasserstein Riemannian metric. Here the potentialμ→F(μ) is the sum of the total classical potential energy (V, μ) of the extended system and its Fisher information . The precise relation is established via a well-known (Madelung) transform which is shown to be a symplectic submersion of the standard symplectic structure of complex valued functions into the canonical symplectic space over the Wasserstein space. All computations are conducted in the framework of Otto's formal Riemannian calculus for optimal transportation of probability measures.